+254.1%
MP vs WU
-48.7%
+302.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.7% |
| 7D | -10.5% | +11.7% | -22.2% | -14.8% |
| 30D | -23.5% | +12.6% | -36.1% | -27.6% |
| 3M | -25.4% | -0.5% | -24.9% | -25.9% |
| 6M | -51.3% | -18.2% | -33.1% | -48.3% |
| YTD | -29.9% | -19.0% | -10.9% | -25.7% |
| 1Y | -31.8% | -16.7% | -15.2% | -29.1% |
| 3Y | +127.0% | -21.0% | +148.0% | +134.3% |
| 5Y | -3.3% | -41.7% | +38.4% | +18.1% |
| All | +254.1% | -48.7% | +302.8% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling